Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.8: MTM Impact on Derivative Positions

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 94511.75 Day 21 10815.13 91-180 Days G-2 12279.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 109015.52 Day 21 11674.29 30-90 Days G-3 19305.58 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63145.04 Day 21 6618.62 91-180 Days IG-1 8931.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 103000.28 Day 21 11766.31 91-180 Days IG-2 20544.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 107638.34 Day 21 749.78 <30 Days S-1 17651.93 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 68398.93 Day 21 5364.43 91-180 Days S-2 3884.20 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 98887.99 Day 21 14121.01 30-90 Days S-3 19328.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 55948.94 Day 21 3706.68 30-90 Days S-4 10813.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 105268.49 Day 21 9675.14 30-90 Days S-5 7529.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 10402.60 Day 21 63.76 Open S-6 1832.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 955.05 Day 21 101.86 <30 Days S-7 144.98 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 90171.08 Day 22 4467.91 Open A-0-Q 13871.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 95171.08 Day 22 7351.50 30-90 Days A-1-Q 1817.98 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 98737.90 Day 22 2399.59 91-180 Days A-2-Q 18476.14 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 64038.29 Day 22 7522.25 Open A-3-Q 10484.51 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 80118.58 Day 22 10746.61 91-180 Days A-4-Q 4264.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 84306.46 Day 22 3763.08 <30 Days A-5-Q 5579.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 71524.76 Day 22 5078.24 91-180 Days CB-1-Q 1970.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 25440.72 Day 22 342.25 Open CB-2-Q 2785.30 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 9660.03 Day 22 598.19 30-90 Days S-1-Q 1424.31 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 24037.27 Day 22 1440.50 Open S-2-Q 3307.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 89401.68 Day 22 11549.87 30-90 Days S-3-Q 7447.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12741.65 Day 22 1823.64 30-90 Days S-4-Q 141.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 68094.70 Day 22 5473.98 30-90 Days CB-3-Q 1723.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 109022.28 Day 22 2120.80 30-90 Days G-1-Q 13579.34 No Operations